+21.0%
VRT vs TE
-55.7%
+76.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -7.5% | +9.0% | +3.2% |
| 7D | +18.6% | -13.6% | +32.2% | +22.2% |
| 30D | -11.7% | -37.7% | +26.0% | -2.6% |
| 3M | -27.3% | -59.8% | +32.5% | -13.3% |
| 6M | -42.9% | -66.3% | +23.5% | -30.0% |
| YTD | +29.5% | -70.5% | +100.0% | +55.4% |
| 1Y | +21.0% | -48.8% | +69.9% | +29.9% |
| All | +21.0% | -55.7% | +76.8% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling